Rebalancing: at every Jan 1st
Currency: EUR
When holding the Francesco Casarella Conservative Permanent Portfolio, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~44 years), the longest duration with a negative return was 61 months (from March 2000 to March 2005).
This indicates that, within the same timeframe, any rolling period of 62 months or more has consistently resulted in a positive return.
Understanding this metric is crucial as it highlights the importance of a safe investment horizon. Knowing the minimum duration required to likely see positive returns helps investors set realistic expectations and reinforces the strategy of staying invested through market cycles. This approach can mitigate the emotional reactions to short-term market fluctuations and enhance the likelihood of achieving financial goals.
Francesco Casarella Conservative Permanent Portfolio: ETF allocation and returns
Previous vs subsequent Returns
Is there a correlation between past and future returns over all 10-year rolling periods?
The following chart illustrates the relationship between past returns (x-axis) and subsequent returns (y-axis).
Data points are aggregated to show occurrences, and you can zoom in by clicking or drawing over the desired area.
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As of Aug 31, 2024, the annualized return of the previous 10 years has been 5.41%.
Rolling Returns
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
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Rolling Period Analysis
By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.
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Worst | Median | Best | Negative Periods |
---|---|---|---|
-12.01%
Apr 2002 - Mar 2003 |
+5.24% |
+27.64%
Aug 1982 - Jul 1983 |
21.58%
112 out of 519 |
-14.05%
Apr 2002 - Mar 2003 |
+3.25% |
+24.09%
Aug 1982 - Jul 1983 |
33.14%
172 out of 519 |
-5.56%
Jun 2001 - May 2003 |
+5.56% |
+16.45%
Apr 1982 - Mar 1984 |
8.28%
42 out of 507 |
-7.35%
Jun 2001 - May 2003 |
+3.37% |
+14.44%
Jan 2009 - Dec 2010 |
27.81%
141 out of 507 |
-3.68%
May 2000 - Apr 2003 |
+5.31% |
+14.43%
Jul 1982 - Jun 1985 |
5.66%
28 out of 495 |
-5.92%
May 2000 - Apr 2003 |
+3.48% |
+11.66%
Jul 1982 - Jun 1985 |
20.00%
99 out of 495 |
-1.52%
Sep 2000 - Aug 2004 |
+5.11% |
+12.58%
Jun 1982 - May 1986 |
2.90%
14 out of 483 |
-3.65%
Sep 2000 - Aug 2004 |
+3.43% |
+10.23%
Jun 1982 - May 1986 |
13.25%
64 out of 483 |
-0.31%
May 2000 - Apr 2005 |
+5.11% |
+11.12%
Apr 1995 - Mar 2000 |
0.64%
3 out of 471 |
-2.58%
Oct 1987 - Sep 1992 |
+3.33% |
+9.38%
May 1995 - Apr 2000 |
7.86%
37 out of 471 |
+1.31%
Oct 1986 - Sep 1992 |
+5.34% |
+9.56%
Apr 2009 - Mar 2015 |
0.00%
0 out of 459 |
-1.39%
Oct 1986 - Sep 1992 |
+3.29% |
+7.94%
Apr 2009 - Mar 2015 |
3.92%
18 out of 459 |
+2.07%
Apr 2002 - Mar 2009 |
+5.03% |
+9.21%
Aug 1980 - Jul 1987 |
0.00%
0 out of 447 |
-0.21%
Aug 1988 - Jul 1995 |
+3.15% |
+6.80%
Jul 1982 - Jun 1989 |
0.89%
4 out of 447 |
+1.52%
Nov 2000 - Oct 2008 |
+5.06% |
+9.30%
Sep 1992 - Aug 2000 |
0.00%
0 out of 435 |
-0.79%
Nov 2000 - Oct 2008 |
+3.19% |
+7.06%
Sep 1992 - Aug 2000 |
3.45%
15 out of 435 |
+1.84%
Apr 2000 - Mar 2009 |
+5.18% |
+7.97%
Feb 1991 - Jan 2000 |
0.00%
0 out of 423 |
-0.29%
Apr 2000 - Mar 2009 |
+3.14% |
+5.46%
Feb 1991 - Jan 2000 |
0.95%
4 out of 423 |
+3.13%
May 1999 - Apr 2009 |
+5.25% |
+7.86%
Nov 1990 - Oct 2000 |
0.00%
0 out of 411 |
+0.80%
Apr 1985 - Mar 1995 |
+3.19% |
+5.62%
Apr 2005 - Mar 2015 |
0.00%
0 out of 411 |
+3.08%
Apr 1998 - Mar 2009 |
+5.19% |
+7.22%
Aug 1982 - Jul 1993 |
0.00%
0 out of 399 |
+1.05%
Apr 1998 - Mar 2009 |
+3.12% |
+5.37%
Jan 2009 - Dec 2019 |
0.00%
0 out of 399 |
+3.49%
Aug 1997 - Jul 2009 |
+5.12% |
+7.17%
Feb 1982 - Jan 1994 |
0.00%
0 out of 387 |
+1.54%
Aug 1983 - Jul 1995 |
+2.91% |
+5.33%
Jan 2009 - Dec 2020 |
0.00%
0 out of 387 |
+3.87%
Sep 2000 - Aug 2013 |
+5.28% |
+7.02%
Aug 1980 - Jul 1993 |
0.00%
0 out of 375 |
+1.78%
Sep 2000 - Aug 2013 |
+3.04% |
+5.23%
Jan 2009 - Dec 2021 |
0.00%
0 out of 375 |
+3.83%
May 2000 - Apr 2014 |
+5.39% |
+6.41%
Jun 1982 - May 1996 |
0.00%
0 out of 363 |
+1.56%
Jun 1989 - May 2003 |
+3.17% |
+4.67%
Apr 2003 - Mar 2017 |
0.00%
0 out of 363 |
+3.67%
Jan 1994 - Dec 2008 |
+5.39% |
+6.90%
Aug 1982 - Jul 1997 |
0.00%
0 out of 351 |
+1.56%
Jan 1994 - Dec 2008 |
+3.22% |
+4.65%
Feb 2005 - Jan 2020 |
0.00%
0 out of 351 |
+3.99%
Aug 1987 - Jul 2003 |
+5.26% |
+6.91%
Apr 1982 - Mar 1998 |
0.00%
0 out of 339 |
+1.54%
Aug 1987 - Jul 2003 |
+3.11% |
+4.58%
Jan 2005 - Dec 2020 |
0.00%
0 out of 339 |
+3.96%
Jun 1986 - May 2003 |
+5.24% |
+6.78%
Aug 1980 - Jul 1997 |
0.00%
0 out of 327 |
+1.52%
Aug 1987 - Jul 2004 |
+3.17% |
+4.54%
Jan 2005 - Dec 2021 |
0.00%
0 out of 327 |
+3.96%
Sep 2000 - Aug 2018 |
+5.24% |
+7.12%
Apr 1982 - Mar 2000 |
0.00%
0 out of 315 |
+1.70%
May 1987 - Apr 2005 |
+3.21% |
+4.72%
Jul 1982 - Jun 2000 |
0.00%
0 out of 315 |
+4.09%
Apr 1986 - Mar 2005 |
+5.25% |
+6.88%
Nov 1981 - Oct 2000 |
0.00%
0 out of 303 |
+1.80%
Sep 1989 - Aug 2008 |
+3.25% |
+4.45%
Nov 1981 - Oct 2000 |
0.00%
0 out of 303 |
+4.26%
May 1985 - Apr 2005 |
+5.08% |
+6.88%
Sep 1980 - Aug 2000 |
0.00%
0 out of 291 |
+1.87%
Aug 1988 - Jul 2008 |
+3.10% |
+4.50%
Apr 1995 - Mar 2015 |
0.00%
0 out of 291 |
Francesco Casarella Conservative Permanent Portfolio: ETF allocation and returns